+34.0%
VSH vs TRU
-2.1%
+36.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +3.5% | -6.5% | +10.0% | +5.4% |
| 30D | -4.4% | -2.5% | -1.9% | -4.1% |
| 3M | -45.8% | +10.4% | -56.2% | -49.1% |
| 6M | +90.1% | +1.6% | +88.5% | +83.3% |
| YTD | +120.3% | -9.7% | +130.0% | +120.5% |
| 1Y | +112.2% | -17.3% | +129.5% | +120.4% |
| All | +34.0% | -2.1% | +36.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling